A pathwise approach to backward and forward stochastic differential equations on the poisson space.
| Autor: | León, Jorge A., Solé, Josep L., Vives, Josep |
|---|---|
| Zdroj: | Stochastic Analysis & Applications. Sep2001, Vol. 19 Issue 5, p0. 1p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
|